trading / confluences / b_volhard

b_volhard — c3's volume threshold relaxed to 1.2× DEAD

Corpus lane — EN-11 · Scored and did not clear its own noise floor.

What it asks

The same volume-spike test the live c3 runs, but with the bar lowered from 1.5× to 1.2× the 20-bar average.

Exact definition · verbatim docstring from backtests/conf_lab/bits.py (sha1 5473adbbf694)

EN-11 volume threshold refinement. c3 with the spike multiple at 1.2x
instead of 1.5x, same series and same lookback.

Reproduces `helpers.vol_spike_cont(mk, decision_bar_open, mult=1.2, lb=20)`
through the restricted view: the decision 5m bar's volume against the mean
of the 20 preceding 5m bars on the CONTINUOUS series (overnight bars count).
This is a strict relaxation of c3, so it is 1 wherever c3 is 1.

Fixed parameters & provenance

Every parameter below was fixed in the design document before any candidate value was computed. No sweep, no tuning: a bit that needs tuning to pass has failed.

Screen analytics — screen-2026-08-07

Conditional association on mean solo R, stratified on the count of the OTHER live bits, against a per-bit prevalence-matched null (50,000 i.i.d. Bernoulli draws at this bit's own prevalence, scored on its own strata). Population: 2,882 candidates, 2,289 filled, MES, 2019-06-04 → 2026-07-31.

Per era · reported separately, never pooled into a verdict — each cell is a smaller sample than the headline

Funnel & fill conditioning · a bit that mostly predicts whether a limit FILLS is not the same discovery as a bit that predicts whether a trade WINS

Novelty vs the six live bits · high agreement means the bit is mostly restating a gate that is already in the stack

By stratum — does it work where the method actually trades? · the live A/B take rule is count >= 4, so the count>=4 rows are the only ones that could change a live trade

Status — DEAD

NEGATIVE and the most decisive kill in the slate, because it answers a specific claim. The backlog argued the threshold, not the bit, was the lever. Pooled delta −0.103 R with a win-rate delta of −0.039, matched p=0.228, q=0.637. Loosening c3 to 1.2× makes the population WORSE. Since the bit is 1 wherever c3 is 1 by construction, this is a clean statement about the extra rows the relaxation admits: they are worse than the ones c3 already keeps.

Retest path

Do not re-sweep the multiple — that is exactly the tuning the design forbids ('a bit that needs tuning to pass has failed'). Any c3-threshold question belongs to a new grid with the arms declared before looking.

Standing caveats

• Fill model optimistic: touch fills, zero net slippage, entry-bar SL/TP not checked inside the fill minute.
• Not a holdout — 2019-2026 was selected on, tuned on and reported on before this lab existed. A good number here means 'worth pre-registering', nothing more.
• MES only; the P1 edge is MES-centric and recent-regime.
• Masters miss four Sunday-evening blocks (May-Jun 2026); data ends 2026-07-31.
• Mean solo R is an average per candidate. The solo ledger is not a book and is never summed (PROTOCOL.md §0).
• Per-era cells are reported separately and are NOT pooled into a verdict; each is a smaller sample than the headline.
• Nothing on this page is TV-verified. A backtest number becomes actionable only after an independent TradingView Pine port reproduces entries AND per-trade PnL on a Deep Backtest export.
• Screening is not certification. Promotion requires all seven PROTOCOL gates, ending in a forward paired evaluation and a Pine referee.

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